Index: wp-includes/media.php
===================================================================
--- wp-includes/media.php	(revision 29846)
+++ wp-includes/media.php	(working copy)
@@ -805,6 +805,7 @@
 			$attr['caption'] = trim( $matches[2] );
 		}
 	}
+	$attr['caption'] = do_shortcode( $attr['caption'] );
 
 	/**
 	 * Filter the default caption shortcode output.